Interview “Inside Out”: Jessica Longuet, Model Risk Expert & Award-Winning Literary Author

For this new edition of Face Cachée, we are pleased to welcome Jessica Longuet, Model Risk Expert and literary award winner.

Graduated with a Master’s in Applied Econometrics and Statistics, Jessica joined BNP Paribas Personal Finance in 2017 as a Data Scientist in Paris. She joined the Risk teams in Mérignac 5 years ago. Today, she is part of the Model Risk Control team where she is in charge of model risk management.

Hello Jessica, what is your “Unexpected Job”?

I would say that I am like a “Credit Game Master”! 🎮

To ensure that every credit decision is part of a game played on fair and secure grounds, my mission is to verify that the rules of the game are respected by decision-making models, to monitor the scores, and to rebalance the game when necessary. In short, I ensure that decision-making models are built following the rules, are performing and are constantly improved.

If I had to summarize my work in three missions, it would be:

I structure the governance framework for risk models, ensuring compliance with standards and defining measurement standards and documentation requirements to ensure flawless compliance.
I verify the credit approval and behavior scores by analyzing their predictive performance and statistical robustness to ensure that every decision following a credit application is based on reliable grounds.
I recommend strategic adjustments following model reviews, in order to continuously optimize the quality of methodologies and correct any identified deviations or neutralize biases.

📝 What’s your “little something extra”?

I lead a double life because when I take off my Model Risk Expert hat, I leave my passion for numbers for that of letters! I become the multi-award-winning author: Jessica Darmon.​

Passionate about writing in all its forms, I first found my playground in short stories. Short stories on various topics, where real inspiration and imagination intersect to captivate the reader in few words and surprise them with an unexpected ending. A challenging and exhilarating exercise!​This hobby turned into a real personal challenge when I decided to participate in short story competitions, in order to face unbiased opinions.

I was thus proud to win 9 literary awards between 2019 and 2025, including a publication in a collective anthology now available in bookstores.​These successes further strengthened my vocation as a writer. The next step?

After years of creating short formats, I took the leap by completing the writing of my first novel. This story, blending psychological thriller and futuristic novel, explores our relationship with artificial intelligence and the panic fear of error—a direct echo of my profession as a Model Risk Expert. It only needs a publishing house to see the light of day! Most of my writings and literary projects are also available on my website.​​

😃 Because life is not just about work, what are your “3 Blissful Moments a Day”?

An intense gym session: yoga, weightlifting, or body combat, the main thing is to do yourself good and especially to clear your mind!
To take care of my American Shepherd, because dog therapy is the ultimate remedy for everything.
A relaxing evening to recover: TV series, gaming or a gourmet meal… all in good company.​